Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA5UMOGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523024
Bloomberg
SA5UMOGV INDEX
Last Value
905.41
+5.67 (+0.63%)
As of CET
Week to Week Change
1.41%
52 Week Change
24.35%
Year to Date Change
25.80%
Daily Low
905.41
Daily High
905.41
52 Week Low
632.22 — 8 Apr 2025
52 Week High
914.94 — 29 Oct 2025
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| AT&T Inc. | US |
| Microsoft Corp. | US |
| PALANTIR TECHNOLOGIES A | US |
| NEWMONT | US |
| Amazon.com Inc. | US |
| Philip Morris International In | US |
| HOWMET AEROSPACE | US |
| BROADCOM | US |
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Low
High
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